Wednesday, December 29, 2010

some concepts

- Exotics Trading desk (derivatives trading)
- Synthetic Trading desk (structured products, PNotes)
- Program Trading desk (sales trading and agency trading)
- Electronic Execution desk (sales trading)
- Dealers

- give-up trade

Sunday, October 10, 2010

program trading

It's also called basket trading or portfolio trading. Different from single order trading, it's defined as an electronic transaction involving 15 or more stocks.

Just found that traders are splitting client orders into 2 parts, the 90% are sent to algo trading engine, while the other 10% are done by human!

Friday, August 6, 2010

停止给自己找麻烦

最近又做了一件非常笨的事情,给自己带来了非常多的麻烦,弄得自己心情很烦躁。

多嘴或者多管闲事真是一个非常不好的毛病,不但对自己没有任何好处,还会给自己带来无尽的麻烦和烦恼。希望从现在开始吸取教训,不要犯同样的错误!

从现在开始, 让这成为自己的一个准则: 做好自己的事情,少管闲事.

Tuesday, March 2, 2010

hash in Perl

1. doesnt have order

Thursday, February 11, 2010

OSI - OCC - OPRA

to be updated...

Saturday, January 23, 2010

HKG info (1)

1. red chip -

2. blue chip -

3. H Share

Wednesday, January 20, 2010

Sybase Points (1)

1. can't capture the correct return status of isql to OS
--- as an alternative, we do a grep for Error or Msg in the log file

Monday, January 18, 2010

Questions...

1. what's newline character in sed?

- eg, sed 's/\n/,/' is not working; instead, I use tr to accomplish what I want to do.